Ashcan Pete is another good solo investigator because of Duke, his signature asset, can also fight monsters and investigate really well. The mechanics with Duke involve a little more finesse than Roland though for a first time player, so I would still recommend going with Roland first.
I like Ashcan, but I think Roland really is a better first time investigator. The mechanic of pitching a card to ready Duke might be better tackled after you have played through a few games and can make comparisons between the value of the card and the value of Duke's ability. There can also be some odd edge cases with the "move before investigate" ability that Duke has.